Derivatives
Launch of the CNH Hibor to lead to an increase in CNH loans and hedging instruments such as floating rate notes and interest rate swaps
With March 11 receding from view, all eyes have turned to the second stage of the US clearing roll-out. No-one knows precisely how many derivatives users will be caught this time, but estimates go as high...
Trades cleared voluntarily would not be protected by hedge accounting under IASB proposals
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Derivatives articles
The crisis abolished the risk-free rate, and brought the role of credit support annexes to the fore in derivatives pricing. Paul McCloud develops the general pricing framework that allows the convexity effects to be captured
Survey finds more eligible OTC trades being confirmed electronically, and fewer trades left unconfirmed
First OTC derivatives research award will be given in February 2014
Isda and Sifma jointly unveil market-agreed coupon standardised interest rate swaps
Europe and the US are at loggerheads over the territorial scope of new derivatives rules – as evidenced by a new financial stability review from the Banque de France – but agreement can be reached, says Sylvie Matherat, the central bank’s deputy...
CFTC chair says "it is critical" that US rules apply overseas, in article for Banque de France stability review
Global consistency a pipe dream, as national regulators go their own way
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
Related conferences
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Related training
Canada, 21st - 16th Oct 2013
UK, 19th - 20th Jun 2013
USA, 19th - 20th Jun 2013
Singapore, 29th - 30th Jul 2013
USA, 5th - 7th Aug 2013
Updating your subscription status
Risk IPad Apps
Email alerts
Weekly poll
Related Jobs